词条 | Bry and Boschan routine |
释义 |
In econometrics, the Bry and Boschan routine finds statistical maxima and minima while using certain censoring rules and phase and cycle length constraints. [1], [2] The OECD has Composite Leading Indicators and Turning Points that are Recession Indicators with Peak through the Trough turning points chronologies determined by the rules in a computer routine (Bry and Boschan)[3] The U.S. National Bureau of Economic Research (NBER) uses a computer routine (Bry and Boschan) and includes a Phase-Average Trend (PAT) detrending procedure. The turning point detection algorithm is decoupled from the de-trending procedure.[4] References1. ^{{Cite web|url=http://www.oecd.org/sdd/leading-indicators/oecdcompositeleadingindicatorsreferenceturningpointsandcomponentseries.htm|title=OECD Composite Leading Indicators: Reference Turning Points and Component Series - OECD|website=www.oecd.org}} 2. ^{{Cite web|url=https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/0312/0312003.pdf|title=Dating the Italian Business Cycle | A Comparison of Procedures | Giancarlo Bruno† Edoardo Otranto | 18th December 2003 Methods page 3}} 3. ^{{Cite web|url=https://fred.stlouisfed.org/series/MSCRECDM|title=OECD based Recession Indicators for Major Seven Countries from the Peak through the Trough|date=April 1, 1957|website=FRED, Federal Reserve Bank of St. Louis}} 4. ^{{Cite web|url=https://fred.stlouisfed.org/series/USARECDP|title=OECD based Recession Indicators for the United States from the Peak through the Period preceding the Trough|date=February 1, 1947|website=FRED, Federal Reserve Bank of St. Louis}} 1 : Econometrics |
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